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Username:Password:Please Login FirstExclusive Update Optionslam.com has confirmed NYSE:CHWY next earnings date on Tue Sep 17, 2019 ACOptionslam.comLog In | Join USHomeEarnings Earnings Calendar Stock Screener (Upcoming Earnings) Imp. Move WeeklyImp. Move Monthly Imp. Move 7 DayBack Testing Historical Stock Screener Options History ScreenerOSBTTResourcesOptionslam Webinars Suggested Reading Trusted Websites Options Education Facebook PageHelp About Us Membership Benefits Symbol List EVR Earnings Earnings Calendar Stock Screener Imp. Move Weekly Imp. Move Monthly Imp. Move 7 Day Back Testing Historical Stock Screener Options History Screener Individual Stock Pages Earnings History Trend Analysis Imp. Move 7 Day Imp. Move Monthly Imp. Move Weekly Post EarningsEmail AlertsContact USHOME:Welcome |About US|Contact US|Join USEarnings Index is calculated based on average EVR of all the stocks under S&P500 index at the earnings.EVR is a weighted average which accurately assesses how sensitive an individual stock is to its earnings announcement. For more details, please visit hereHistorical EVR chart is also presented at each stock page to illustrate earnings volatility changes.Welcome To Optionslam.comEnhanced Earnings CalendarsUnique Earnings Volatility RatingFree Live Streaming ChartsImplied Price Move CalculationsStock Screening Tools and AlertsUnique Strategy Testing PlatformExcerpts from ourUpcoming Earnings ToolSymbolEarning DatePrice MovementShort InterestLast EarningOXM(3.4)Sept. 11, 201912.82%15.63%MLHR(3.9)Sept. 18, 20192.2%18.29%JBL(3.0)Sept. 24, 20192.85%11.42%AIR(3.2)Sept. 24, 20195.89%12.24%PRGS(4.0)Sept. 26, 20193.69%16.68%MU(2.9)Sept. 26, 20193.37%15.08%GWPH(2.8)Oct. 1, 2019None%10.51%SFIX(10.0*)Oct. 1, 201924.19%26.94%AYI(4.5)Oct. 2, 20196.09%-14.36%SNX(2.9)Oct. 2, 20195.33%12.57%For more information click here7 Day Implied MovementBased on Weekly Options on Sept. 10, 2019SymbolEarning DateWeekly Implied MovementZS(8.0*)None15.24%OSTK(6.3)Nov. 7, 201914.18%JNUG(None)None12.43%NUGT(None)None11.60%VIAB(2.4)Nov. 15, 201911.50%PLAY(4.0)Dec. 10, 201911.11%RH(8.4)Dec. 11, 201910.62%BRZU(None)None9.70%CHWY(3.3*)Sept. 17, 20199.53%TLRY(4.6*)Nov. 13, 20198.97%For more informationclick hereOne Day Post Earnings Implied vs Actual MoveI=Inside Move: Underlying Stock moved less than the pre-Earnings release Implied Move.O=Outside Move: Underlying Stock moved more than the pre-Earnings release Implied Move.Optionslam.com Earnings Volatility Index For S&P 500 Stocks (2006 - Present)Average Historical EVRAverage of Maximum One Day MovementFeatured Stock:CMG (NYSE)Chipotle Mexican Grill, Inc.Next Earning:Oct. 22, 2019ACEarnings DateIMPLIED MOVE APPROACHING EARNINGSInside or Outside IMPL. MovePost Earnings: At Market ClosePricePositionStraddle CostImplied moveMax MoveI/OPriceReturnJuly 23, 2019AC$739.60@$740.00$45.906.2%6.74%O$777.96-14.81%April 24, 2019AC$709.75@$710.00$52.407.38%-7.22%I$678.07-38.74%Feb. 6, 2019AC$526.06@$525.00$40.307.68
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